NYMEX Gasoline RBOB Future August 2009


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 1.3070 1.3120 0.0050 0.4% 1.4240
High 1.3070 1.3150 0.0080 0.6% 1.4300
Low 1.2550 1.3101 0.0551 4.4% 1.2550
Close 1.2532 1.3258 0.0726 5.8% 1.2532
Range 0.0520 0.0049 -0.0471 -90.6% 0.1750
ATR 0.0458 0.0470 0.0011 2.5% 0.0000
Volume 1,171 537 -634 -54.1% 3,942
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.3317 1.3336 1.3285
R3 1.3268 1.3287 1.3271
R2 1.3219 1.3219 1.3267
R1 1.3238 1.3238 1.3262 1.3229
PP 1.3170 1.3170 1.3170 1.3165
S1 1.3189 1.3189 1.3254 1.3180
S2 1.3121 1.3121 1.3249
S3 1.3072 1.3140 1.3245
S4 1.3023 1.3091 1.3231
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.8377 1.7205 1.3495
R3 1.6627 1.5455 1.3013
R2 1.4877 1.4877 1.2853
R1 1.3705 1.3705 1.2692 1.3416
PP 1.3127 1.3127 1.3127 1.2983
S1 1.1955 1.1955 1.2372 1.1666
S2 1.1377 1.1377 1.2211
S3 0.9627 1.0205 1.2051
S4 0.7877 0.8455 1.1570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4300 1.2550 0.1750 13.2% 0.0358 2.7% 40% False False 877
10 1.5191 1.2550 0.2641 19.9% 0.0185 1.4% 27% False False 549
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3358
2.618 1.3278
1.618 1.3229
1.000 1.3199
0.618 1.3180
HIGH 1.3150
0.618 1.3131
0.500 1.3126
0.382 1.3120
LOW 1.3101
0.618 1.3071
1.000 1.3052
1.618 1.3022
2.618 1.2973
4.250 1.2893
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 1.3214 1.3215
PP 1.3170 1.3173
S1 1.3126 1.3130

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols